CreditRiskData

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position/CreditRiskData

Diagram

Documentation

A46 to A54 + A57 + A59- Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)

Properties

Type: (anonymous)
Cardinality: 0..1
Namespace: xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level: 7
Sample Data

Child Elements & Attributes

Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../InstrumentIssuer	SIIIssuerType_V5	Identification of instrument issuer (or counterpart for OTC instruments). Name and codification of an Issuer
/RegulatoryReportings/.../IssuerGroup	SIIIssuerType_V5	Characteristics of final financial group the InstrumentIssuer belongs to (highest parent company). Duplicate InstrumentIssuer data if identical to InstrumentIssuer Name and codification of an Issuer
/RegulatoryReportings/.../IssuerCountry	ISOCountryCodeType	Country of instrument issuer: ISO country code 2 (ISO 3166-1) or "XA" for Supranational issuers or "EU" for European Union institutions The ISOCountryCodeType is a type for decoding ISO-CountryCodes. It is used the two-letter ISO-CountryCodes (ISO 3166-1alpha-2). It is of the type string and has a length from exactly two letters. Der ISOCountryCodeType stellt einen einfachen Typ zur Verarbeitung von ISO-Laendercodes bereit. Verwendet werden die zweistelligen ISO-Waehrungscodes (ISO 3166-1alpha-2). Er ist vom Typ string und hat eine Laenge von zwei Zeichen.	aa
/RegulatoryReportings/.../EconomicArea	EconomicArea2Type	Economic area code of Country: 1 EEA 2 OECD non EEA 3 non OECD. SII Economic area of a country	1
/RegulatoryReportings/.../StateGuarantee	YesNoL1Type	Y = guaranteed N = without guarantee Data used to identify the debt guaranteed by a country: Yes = 100 percent, No is less than 100 percent. Assets issued or guaranteed by Regional Governments and Local Authorities (RGLA) listed in the Implementing Regulation (EU) 2015/2011, with CIC code 13 or 14, are considered guaranteed and have a "Y". Other RGLA assets, not listed, should have an "N". Flag Y or N	Y
/RegulatoryReportings/.../CreditQualityStep	CQSType	CQS: Synthetic issue or issuer rating. Integer from 0=AAA to 6=CCC. plus 9=unrated Credit Quality Step (Synthetic rating) 0 to 6 or 9 if no rating known.	5
/RegulatoryReportings/.../SEQUENCE_39374	(container)

XML Snippet

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="CreditRiskData">
   <xs:annotation>
      <xs:documentation xml:lang="en">A46 to A54 + A57 + A59- Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:complexContent>
         <xs:extension base="CreditRiskDataType_V7">
            <xs:sequence>
               <xs:element minOccurs="0" name="EconomicSector" type="NACECodeType">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A54 - Identify the economic sector of issuer based on the 2.0 version of the Statistical classification of economic activities in the European Community (‘NACE’) code V2.0. NACE should be full version for the financial sector i.e. 5 characters without dots. In the other cases, producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
Please provide V2.1 in datapoint 148 if avalaible, otherwise provide V2.0 in this datapoint.
</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="EconomicSectorNACE2.1" type="NACECodeType">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A148 - Identify the economic sector of issuer based on the latest version of the Statistical classification of economic activities in the European Community (‘NACE’) code (as published in an EC Regulation). Producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
if V2.1 is not available, please provide V2.0 codification in datapoint 54.
</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Covered">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:string">
                        <xs:enumeration value="C"/>
                        <xs:enumeration value="NC"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
            </xs:sequence>
         </xs:extension>
      </xs:complexContent>
   </xs:complexType>
</xs:element>